Approximation of the Value Function of an Optimal Stopping Problem for Piecewise Deterministic Markov Processes
| dc.rights.license | open | |
| hal.structure.identifier | Groupe de Recherche en Economie Théorique et Appliquée [GREThA] | |
| hal.structure.identifier | Institut de Mathématiques de Bordeaux [IMB] | |
| hal.structure.identifier | Quality control and dynamic reliability [CQFD] | |
| dc.contributor.author | DE SAPORTA, Benoîte | |
| hal.structure.identifier | Institut de Mathématiques de Bordeaux [IMB] | |
| hal.structure.identifier | Quality control and dynamic reliability [CQFD] | |
| dc.contributor.author | DUFOUR, François | |
| dc.contributor.editor | Alexey B. Piunovskiy | |
| dc.date.accessioned | 2020-02-17T11:37:10Z | |
| dc.date.available | 2020-02-17T11:37:10Z | |
| dc.date.issued | 2010 | |
| dc.identifier.uri | https://oskar-bordeaux.fr/handle/20.500.12278/2094 | |
| dc.description.sponsorship | / - ANR-09-SEGI-004 | |
| dc.language.iso | en | |
| dc.publisher | Luniver Press | |
| dc.source.title | MODERN TRENDS IN CONTROLLED STOCHASTIC PROCESSES: Theory and Applications | |
| dc.title.en | Approximation of the Value Function of an Optimal Stopping Problem for Piecewise Deterministic Markov Processes | |
| dc.type | Chapitre d'ouvrage | |
| dc.subject.hal | Mathématiques [math]/Probabilités [math.PR] | |
| bordeaux.page | 44-64 | |
| bordeaux.institution | Université de Bordeaux | |
| hal.identifier | hal-00537352 | |
| hal.version | 1 | |
| hal.origin.link | https://hal.archives-ouvertes.fr//hal-00537352v1 | |
| bordeaux.COinS | ctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.btitle=MODERN%20TRENDS%20IN%20CONTROLLED%20STOCHASTIC%20PROCESSES:%20Theory%20and%20Applications&rft.date=2010&rft.spage=44-64&rft.epage=44-64&rft.au=DE%20SAPORTA,%20Beno%C3%AEte&DUFOUR,%20Fran%C3%A7ois&rft.genre=unknown |
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